Hi, I need some historical forex data for testing purposes. Pretty much as much 1min data as I can (a few months would be nice) on as many pairs as I can get (the majors would be a start). Which providers offer this? Thanks.
Open any MetaTrader4 demo account and access several years' worth of 1M data on 2-3 dozen pairs. The price is right... free.
If you have TS2000i try this: http://www.moneytec.com/forums/f33/setup-guide-forexite-12980/ Years of data for any imaginable pairs for free. This is their website: http://www.forexite.com/free_forex_quotes/forex_history_arhiv.html Nazdrovje!
Thanks for your responses gents, but i dont use tradestation (it cant backtest at the portfolio level) nor do I plan on trading with a market maker/deal desk, so that rules out MT4. Where do NeoTicker users get their forex data from? Thanks.
If you "need some historical forex data for testing purposes," why would it matter either who you are planning to trade with or what well-known limitations TS has? Those aren't relevant factors for your purposes, especially at this early stage. Before you casually dismiss sound ideas, consider that, either with MT4 or TS, you can easily export the data in one of several standard formats and test it all you want in NeoTicker or any other app of your choice. In general, getting several years of historical intraday forex data for the majors and key crosses, ranging from top-quality to adequate (YMMV), is going to be one of the easiest steps in your quest, by far. There are tons of places online to get it, free. You've got Oanda (TICK data, free with a $1,000 account)... Gain Capital... Forexite (as mentioned above by spike500)... Alpari (but you still need any MT4 demo to export that), among many other Russian dealers... to name just a few.
I apologize in advance for threadcrashing...but I came across this thread as i was looking for historical intraday currency data and the above recommendations fit the bill perfectly...thanks! I'm looking to backtest a few strategies where specific bartimes have relevance. Therefore, i'm working on a script to adjust the time of Forexite's data to localtime, but am not sure how to handle daylight savings time (DST). Forexite indicates their data is GMT+1. Friday closes are 2200 GMT+1 throughout the year. Does anyone know how i relate these back to US times and take DST into effect? If NY is GMT-5, and during daylight savings is GMT-4, this implies during Standard time the currencies stop trading on Friday's at 4:00pm, but during DST trade until 5:00pm(2200-1-4)? Can anyone tell me if this is accurate or am i missing something?? TIA, Mav
Great. The easy part is behind you now... Pragmatically speaking, your end result turns out to be correct, although it would be more accurate to state that Forexite's trading hours end at 22:00 GMT+1 every Friday year-round. New York currency trading hours still unofficially end at 17:00 ET (whether EST or EDT) every Friday year-round, rather than at different times. Both statements above are true regardless of whether DST is or is not in effect in New York. Like GMT itself, Forexite's historical data does not observe DST - an empirically verifiable fact, by comparing against other, known sources. Therefore, in pseudo-code, if DST = True, then NY Price [t] = Forexite Price [t - 5 hours]; if DST = False, then NY Price [t] = Forexite Price [t - 6 hours]. Since the US DST rules changed last year, you'll need to be careful with the exact DST dates and times each year for your backtesting or maybe even hard-code them. Here's one reliable source, out of many: NY DST Dates 2000-2009
Hey Mavrick99, that a great idea. I use Metatrader which is what I would have suggested you get your data. Let us know your results. -cheers